activity
20032024
most citedOptimal Solutions for Sparse Principal Component Analysis

260 citations · 836 across the 69 of their papers we have counts for

collaborators

72 papers

astro-ph.IM2024

Reinforcement learning

Sarod Yatawatta

Observing celestial objects and advancing our scientific knowledge about them involves tedious planning, scheduling, data collection and data post-processing. Many of these operati…

math.OC2023

Oblivious Stochastic Composite Optimization

Clément Lezane, Alexandre d'Aspremont

In stochastic convex optimization problems, most existing adaptive methods rely on prior knowledge about the diameter bound when the smoothness or the Lipschitz constant is unk…

cs.LG2022

Optimal Algorithms for Stochastic Complementary Composite Minimization

Alexandre d'Aspremont, Cristóbal Guzmán, Clément Lezane

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the m…

cs.LG2021★ 2 cited

Linear Bandits on Uniformly Convex Sets

Thomas Kerdreux, Christophe Roux, Alexandre d'Aspremont +1

Linear bandit algorithms yield pseudo-regret bounds on compact convex action sets and two types of structural assu…

math.OC2021★ 5 cited

Local and Global Uniform Convexity Conditions

Thomas Kerdreux, Alexandre d'Aspremont, Sebastian Pokutta

We review various characterizations of uniform convexity and smoothness on norm balls in finite-dimensional spaces and connect results stemming from the geometry of Banach spaces w…

math.OC2021

Approximation Bounds for Sparse Programs

Armin Askari, Alexandre d'Aspremont, Laurent El Ghaoui

We show that sparsity constrained optimization problems over low dimensional spaces tend to have a small duality gap. We use the Shapley-Folkman theorem to derive both data-driven…